Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49318.56 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45257.02 Kr¶

PnL: ---------------------------------------> 201.02 Kr¶

DD now: ---------------------------------> -7.157 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:03:27.020423'

Anic Portfolio¶

Today¶

Return: -0.805 %¶

This Week¶

Return: 0.031 %¶

Total portfolio value¶

Return including deposits: 61.456 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.240000 1663.740000 194.740000 13.260000 1468.999998
Orrön Energy 180 -0.200000 2197.800000 154.800000 7.580000 2043.000000
Atrium Ljungberg B 5 -0.750000 987.500000 52.500000 5.610000 935.000000
Platzer Fastigheter Holding B 12 -1.410000 1005.600000 44.600000 4.640000 960.999996
Sedana Medical 93 -3.700000 2563.080000 42.080000 1.670000 2521.000011
Hexatronic Group 12 0.290000 1004.640000 37.640000 3.890000 966.999996
Sagax B 4 -0.850000 889.600000 35.600000 4.170000 854.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
Catena 2 -1.530000 826.000000 34.000000 4.290000 792.000000
JM 6 -0.530000 897.600000 33.600000 3.890000 864.000000
OX2 13 2.380000 977.600000 27.600000 2.910000 949.999999
Bilia A 8 0.350000 919.200000 19.200000 2.130000 900.000000
Biotage 7 -0.070000 956.900000 15.900000 1.690000 940.999997
HEXPOL B 9 0.880000 1036.800000 15.800000 1.550000 1020.999996
BioGaia B 8 -0.840000 942.400000 12.400000 1.330000 930.000000
Gränges 9 -0.480000 937.800000 9.800000 1.060000 927.999999
Byggmax Group 33 -1.150000 962.280000 6.280000 0.660000 956.000001
AcadeMedia 8 -0.980000 402.400000 0.400000 0.100000 402.000000
Clas Ohlson B 12 -1.460000 969.600000 -3.400000 -0.350000 972.999996
ASSA ABLOY B 3 -0.690000 774.300000 -4.700000 -0.600000 779.000001
EQT 4 -1.530000 823.600000 -8.400000 -1.010000 832.000000
VEF 909 -3.810000 1836.180000 -13.820000 -0.750000 1850.000436
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 0.050000 918.750000 -21.250000 -2.260000 940.000000
Addnode Group B 11 -0.670000 895.950000 -25.050000 -2.720000 921.000003
Indutrade 5 -0.250000 1187.000000 -31.000000 -2.550000 1218.000000
Latour B 4 -0.690000 810.400000 -46.600000 -5.440000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
Bufab 3 -0.970000 1040.400000 -68.600000 -6.190000 1109.000001
INVISIO 16 -0.220000 3608.000000 -81.000000 -2.200000 3689.000000
Hexagon B 26 -1.970000 3365.700000 -95.300000 -2.750000 3461.000010
BHG Group 97 -1.400000 1361.880000 -97.120000 -6.660000 1458.999989
TOTAL 45259.600000 203.600000 -7.15208% 45056.000411

Updated:¶

'2023-07-05 11:02:19.718572'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶